+455.3%
WELL vs CNH
+134.0%
+321.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.9% | -9.9% | -2.1% |
| 7D | +3.5% | +8.6% | -5.1% | +0.9% |
| 30D | +9.7% | +12.6% | -2.9% | +5.8% |
| 3M | +4.8% | +17.5% | -12.7% | -1.2% |
| 6M | +16.1% | +18.1% | -2.0% | +8.3% |
| YTD | +34.7% | +40.4% | -5.7% | +17.9% |
| 1Y | +31.9% | +34.0% | -2.1% | +16.8% |
| 3Y | +209.9% | +35.3% | +174.6% | +157.9% |
| 5Y | +226.5% | -5.1% | +231.6% | +198.7% |
| 10Y | +455.3% | +124.0% | +331.2% | +255.7% |
| All | +455.3% | +134.0% | +321.3% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling